+24.5%
ALAB vs STZ
+14.7%
+9.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.3% | -9.8% | -2.1% |
| 7D | -24.9% | +13.0% | -37.9% | -20.6% |
| 30D | -38.4% | +29.4% | -67.8% | -32.9% |
| 3M | -38.3% | +11.6% | -49.9% | -34.2% |
| 6M | +10.9% | -0.2% | +11.2% | +18.0% |
| YTD | +34.2% | +8.6% | +25.7% | +29.7% |
| 1Y | +24.5% | +15.9% | +8.6% | +8.7% |
| All | +24.5% | +14.7% | +9.8% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded STZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling